Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7728
Full metadata record
DC FieldValueLanguage
dc.contributor.authorThe, Khim Swee.en_US
dc.contributor.authorXu, Xiaoxi.en_US
dc.date.accessioned2008-09-18T07:50:21Z-
dc.date.available2008-09-18T07:50:21Z-
dc.date.copyright2003en_US
dc.date.issued2003-
dc.identifier.urihttp://hdl.handle.net/10356/7728-
dc.description.abstractThe approach detailed by Malz (1997) was used to extract the risk neutral probability density function of Hong Kong Hang Seng Index (HSI) from the prices of its options. Results obtained from option price quotations for contracts traded from January 2000 to December 2001 are reported for estimating the market ex ante risk-neutral probability density function.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Options-
dc.titleForecasts of future option prices derived from risk neutral probability density function using evolution algorithm.en_US
dc.typeThesisen_US
dc.contributor.supervisorTan, Kok Huien_US
dc.contributor.schoolNanyang Business Schoolen_US
dc.description.degreeMaster of Science (Financial Engineering)en_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Theses
Files in This Item:
File Description SizeFormat 
NBS-THESES_635.pdf
  Restricted Access		3.22 MBAdobe PDFView/Open

Page view(s) 50

500
Updated on Apr 25, 2025

Download(s)

2
Updated on Apr 25, 2025

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.